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"Forecasting of VaR in Extreme Event Under Economic Cycle Phenomena for the ..."

Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri (2018)

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DOI: 10.1007/978-3-319-70942-0_52

access: closed

type: Part in Book or Collection

metadata version: 2023-09-30

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Satawat Wannapan, Pattaravadee Rakpuang, Chukiat Chaiboonsri:
Forecasting of VaR in Extreme Event Under Economic Cycle Phenomena for the ASEAN-4 Stock Exchange. Predictive Econometrics and Big Data 2018: 724-736

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